NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 79.63 76.95 -2.68 -3.4% 86.20
High 80.39 78.19 -2.20 -2.7% 87.15
Low 74.58 74.51 -0.07 -0.1% 74.51
Close 77.11 75.11 -2.00 -2.6% 75.11
Range 5.81 3.68 -2.13 -36.7% 12.64
ATR 2.46 2.55 0.09 3.5% 0.00
Volume 512,285 605,011 92,726 18.1% 2,331,588
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 86.98 84.72 77.13
R3 83.30 81.04 76.12
R2 79.62 79.62 75.78
R1 77.36 77.36 75.45 76.65
PP 75.94 75.94 75.94 75.58
S1 73.68 73.68 74.77 72.97
S2 72.26 72.26 74.44
S3 68.58 70.00 74.10
S4 64.90 66.32 73.09
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 116.84 108.62 82.06
R3 104.20 95.98 78.59
R2 91.56 91.56 77.43
R1 83.34 83.34 76.27 81.13
PP 78.92 78.92 78.92 77.82
S1 70.70 70.70 73.95 68.49
S2 66.28 66.28 72.79
S3 53.64 58.06 71.63
S4 41.00 45.42 68.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.15 74.51 12.64 16.8% 3.74 5.0% 5% False True 466,317
10 87.15 74.51 12.64 16.8% 2.93 3.9% 5% False True 424,848
20 87.26 74.51 12.75 17.0% 2.43 3.2% 5% False True 386,234
40 87.59 74.51 13.08 17.4% 2.12 2.8% 5% False True 237,218
60 87.59 74.22 13.37 17.8% 2.08 2.8% 7% False False 174,367
80 87.59 70.75 16.84 22.4% 2.13 2.8% 26% False False 140,125
100 87.59 70.75 16.84 22.4% 2.03 2.7% 26% False False 116,103
120 87.59 70.75 16.84 22.4% 2.04 2.7% 26% False False 100,398
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.83
2.618 87.82
1.618 84.14
1.000 81.87
0.618 80.46
HIGH 78.19
0.618 76.78
0.500 76.35
0.382 75.92
LOW 74.51
0.618 72.24
1.000 70.83
1.618 68.56
2.618 64.88
4.250 58.87
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 76.35 78.67
PP 75.94 77.48
S1 75.52 76.30

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These figures are updated between 7pm and 10pm EST after a trading day.

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